Access Statistics for Richard Ashley

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for Nonlinear Serial Dependence 0 1 1 82 0 3 9 288
Assessing the Credibility of Instrumental Variables Inference With Imperfect Instruments Via Sensitivity Analysis 0 0 1 100 0 0 6 311
Beyond Optimal Forecasting 0 1 3 91 0 1 4 260
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 19 1 4 9 57
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 0 3 130 0 0 5 546
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 36 0 0 6 74
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 1 30 0 0 3 29
Frequency Dependence in a Real-Time Monetary Policy Rule 0 0 0 53 0 1 5 165
Growth May Be Good for the Poor, But Decline is Disastrous: On the Non-Robustness of the Dollar-Kraay "Growth is Good for the Poor" Result 0 0 0 70 1 1 5 301
International Evidence On The Oil Price-Real Output Relationship: Does Persistence Matter?* 0 0 0 21 0 0 9 48
Mis-Specification and Frequency Dependence in a New Keynesian Phillips Curve 0 1 1 61 0 1 5 306
Mis-Specification in Phillips Curve Regressions: Quantifying Frequency Dependence in This Relationship While Allowing for Feedback 0 0 3 92 0 0 9 418
On the Granger Causality between Median Inflation and Price Dispersion 0 0 1 88 1 1 6 204
On the Origins of Conditional Heteroscedasticity in Time Series 0 0 0 58 0 0 2 110
Persistence Dependence in Empirical Relations: The Velocity of Money 0 0 2 24 0 1 15 29
Re-Examining the Impact of Housing Wealth and Stock Wealth on Household Spending: Does Persistence in Wealth Changes Matter? 0 1 1 10 1 4 7 37
Sensitivity Analysis For Inference In 2SLS Estimation With Possibly-Flawes Instruments 0 0 1 29 0 0 10 60
Sensitivity Analysis of Inference in GMM Estimation With Possibly-Flawed Moment Conditions 0 0 4 55 0 1 13 60
Total Working Papers 0 4 23 1,049 4 18 128 3,303


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Bispectral Test for NonLinear Serial Dependence 0 0 0 34 1 5 18 158
A Nonparametric Distribution-Free Test for Serial Independence in Stock Returns: A Comment 0 0 0 6 0 0 6 61
A Nonparametric, Distribution-Free Test for Serial Independence in Stock Returns 0 0 0 11 0 1 4 55
A Simple Test for Regression Parameter Instability 0 0 0 0 0 0 3 276
A new technique for postsample model selection and validation 0 0 0 26 0 1 6 132
ARE TECHNOLOGY SHOCKS NONLINEAR? 0 0 1 11 0 0 6 78
Adaptive co-management and network learning in the Room for the River programme 0 0 0 1 0 0 4 12
Advertising and Aggregate Consumption: An Analysis of Causality 0 2 8 385 1 4 21 1,259
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis 0 0 2 5 0 0 4 25
Comments on "A critical investigation on detrending procedures for nonlinear processes" 0 0 0 6 0 0 2 47
Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis 0 0 1 1 0 1 14 20
Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach 0 0 0 35 1 2 11 138
DETECTION AND MODELING OF REGRESSION PARAMETER VARIATION ACROSS FREQUENCIES 0 1 3 23 0 1 8 57
Evaluating the Effectiveness of State-Switching Time Series Models for U.S. Real Output 0 0 0 27 0 0 4 73
Frequency Dependence in Regression Model Coefficients: An Alternative Approach for Modeling Nonlinear Dynamic Relationships in Time Series 0 2 3 54 0 3 10 262
Further Results on Inventories and Price Stickiness 0 0 0 14 0 0 3 85
Growth may be good for the poor, but decline is disastrous: On the non-robustness of the Dollar-Kraay result 0 0 2 11 0 1 7 51
Inflation and the Distribution of Price Changes across Markets: A Causal Analysis 0 0 0 0 0 1 6 149
Linear versus Nonlinear Macroeconomies: A Statistical Test 0 1 2 71 0 1 13 452
Measuring Measurement Error in Economic Time Series 0 0 0 0 0 0 5 260
Motives for Giving: A Reanalysis of Two Classic Public Goods Experiments 0 0 2 6 4 9 21 330
On the Granger causality between median inflation and price dispersion 0 0 0 15 1 3 8 67
On the Optimal Use of Suboptimal Forecasts of Explanatory Variables 0 0 0 0 0 0 3 142
On the Origins of Conditional Heteroscedasticity in Time Series 0 2 2 5 0 5 11 28
On the relative worth of recent macroeconomic forecasts 1 1 1 56 1 1 6 146
Postponed linear approximations and adaptive control with non-quadratic losses 0 0 0 3 0 0 1 30
Re-examining the impact of housing wealth and stock wealth on retail sales: Does persistence in wealth changes matter? 0 0 1 7 0 0 8 28
Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments 0 0 1 4 0 2 7 25
Shrinkage Estimation with General Loss Functions: An Application of Stochastic Dominance Theory 0 0 0 66 0 0 1 210
Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? 0 0 1 52 0 1 6 315
Time series analysis of residuals from the St. Louis model 0 0 0 24 0 0 1 120
To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models 0 1 3 29 2 4 11 121
Wages and profits: A comment 0 0 0 1 0 0 3 32
Total Journal Articles 1 10 33 989 11 46 242 5,244


Statistics updated 2017-08-03